Some new notions of dependence with applications in optimal allocation problems
Jun Cai; Wei Wei
| Year of publication: |
2014
|
|---|---|
| Authors: | Cai, Jun ; Wei, Wei |
| Published in: |
Insurance. - Amsterdam : Elsevier, ISSN 0167-6687, ZDB-ID 8864-X. - Vol. 55.2014, p. 200-209
|
| Subject: | Dependence notion | Arrangement increasing | Stochastic order | SAI | RWSAI | CUOAI | UOAI | Comonotonicity | Copula | Optimal allocation | Deductible | Policy limit | Capital reserve | Theorie | Theory | Multivariate Verteilung | Multivariate distribution | Allokation | Allocation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010366174